Methods for solving underdetermined systems

Qian Jiang, Alan L Andrew, Delin Chu, Roger C. E. Tan · Numerical Linear Algebra with Applications · 2017

Summary We compare some alternative methods for computing solutions of underdetermined linear systems, Ax=b. Each method involves solving an associated system with a different nonsingular coefficient matrix, . We obtain bounds on the condition numbers of these nonsingular matrices and test the methods on numerical examples. We discuss implications for computing eigenvector derivatives and make some recommendations.

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